KGI SECURITIES (Taiwan) Alpha and Beta Analysis

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as KGI SECURITIES PW. It also helps investors analyze the systematic and unsystematic risks associated with investing in KGI SECURITIES over a specified time horizon. Remember, high KGI SECURITIES's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation.
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05861P Beta 

 
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Please note that although KGI SECURITIES alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, KGI SECURITIES did 0.00  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of KGI SECURITIES PW stock's relative risk over its benchmark. KGI SECURITIES PW has a beta of 0.00  . Let's try to break down what 05861P's beta means in this case. The returns on DOW and KGI SECURITIES are completely uncorrelated.
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.

KGI SECURITIES Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. KGI SECURITIES market risk premium is the additional return an investor will receive from holding KGI SECURITIES long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in KGI SECURITIES. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate KGI SECURITIES's performance over market.
α0.00   β0.00
90 days against DJI

About KGI SECURITIES Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all equity instruments such as Ford or other stocks, funds, and ETFs. Alpha measures the amount that position in KGI SECURITIES PW has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.

KGI SECURITIES Investors Sentiment

The influence of KGI SECURITIES's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in 05861P. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - 05861P

KGI SECURITIES PW Investor Sentiment

Macroaxis portfolio users are unresponsive in their sentiment towards investing in KGI SECURITIES PW. What is your trading attitude regarding investing in KGI SECURITIES PW? Are you bullish or bearish?
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Please continue to Trending Equities. Note that the KGI SECURITIES PW information on this page should be used as a complementary analysis to other KGI SECURITIES's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Equity Search module to search for activelly traded equities including funds and ETFs from over 30 global markets.

Other Tools for 05861P Stock

When running KGI SECURITIES PW price analysis, check to measure KGI SECURITIES's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy KGI SECURITIES is operating at the current time. Most of KGI SECURITIES's value examination focuses on studying past and present price action to predict the probability of KGI SECURITIES's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move KGI SECURITIES's price. Additionally, you may evaluate how the addition of KGI SECURITIES to your portfolios can decrease your overall portfolio volatility.
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